R help - Sep 2009 - About BIC

Hello,

I am working on getting optimal lags by using BIC, But I don't know  
how to calculate BIC. Is there any code or useful function for it?

Thanks and regards,
Dan Zhao

Hi Dan,

On Sat, Sep 5, 2009 at 4:40 PM, <dan.zhao at uni-ulm.de>
wrote:
> Hello,
>
> I am working on getting optimal lags by using BIC, But I don't know how
to
> calculate BIC. Is there any code or useful function for it?
The second formula listed on the wikipedia page for BIC seems pretty
straightforward to calculate:

http://en.wikipedia.org/wiki/Bayesian_information_criterion

BIC = n * ln(RSS/n) + k * ln(n)

n = number of datapoints in your data
RSS = residual sum of squares
k = number of free params in your model

Otherwise, there is a BIC function in the nlme package and maybe
others since I just ran ??bic to find it.

Hope that helps,
-steve

-- 
Steve Lianoglou
Graduate Student: Computational Systems Biology
 | Memorial Sloan-Kettering Cancer Center
 | Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact

The AIC function calculate the BIC.

See ?AIC

On Sat, Sep 5, 2009 at 5:40 PM, <dan.zhao@uni-ulm.de> wrote:
> Hello,
>
> I am working on getting optimal lags by using BIC, But I don't know how
to
> calculate BIC. Is there any code or useful function for it?
>
> Thanks and regards,
> Dan Zhao
>
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> PLEASE do read the posting guide
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-- 
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O

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